Neither is correct.
I'm not sure if you want to know which stations the train has already passed, or which station you are at now. If the train is at a station, you would ask the other passenger "Where are we?" or "Which station are we at now?"
If you want to know which stations you have missed, then you would ask something like "Which stations have we already gone through?" or "What was the last station we passed?"
Note that your tense agreement was wrong at the beginning of both your sentences. You had written "I wake up (present tense) and asked (past tense) ..." It should either read "I woke up and asked ..." (past tense) or "I wake up and ask ..." (present tense).
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